| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR ARBITRAGE LLC | 1,000,000 | 1,121,000 | 0.79% | PRN | |
| 2 | DEUTSCHE BANK AG\ | 2,332,000 | 2,601,000 | 1.83% | PRN | |
| 3 | BARINGS LLC | 3,500,000 | 3,905,000 | 2.75% | ||
| 4 | Jefferies Group LLC | 3,514,000 | 3,983,000 | 2.81% | PRN | |
| 5 | BESSEMER SECURITIES LLC | 4,150,000 | 4,518,000 | 3.19% | ||
| 6 | BESSEMER GROUP INC | 4,150,000 | 4,518,000 | 3.19% | ||
| 7 | OPERA TRADING CAPITAL | 5,000,000 | 5,488,000 | 3.87% | PRN | |
| 8 | GEODE CAPITAL MANAGEMENT, LLC | 8,000,000 | 8,925,000 | 6.30% | PRN | |
| 9 | WHITEBOX ADVISORS LLC | 8,000,000 | 8,925,000 | 6.30% | PRN | |
| 10 | CSS LLC/IL | 7,975,000 | 9,019,000 | 6.36% | PRN | |
| 11 | GLG Partners LP | 10,000,000 | 11,275,000 | 7.95% | PRN | |
| 12 | GUARDIAN LIFE INSURANCE CO OF AMERICA | 10,900,000 | 12,160,000 | 8.58% | PRN | |
| 13 | CITADEL ADVISORS LLC | 15,250,000 | 17,276,000 | 12.19% | PRN | |
| 14 | WOLVERINE ASSET MANAGEMENT LLC | 21,000,000 | 23,716,000 | 16.73% | PRN | |
| 15 | LAZARD ASSET MANAGEMENT LLC | 21,711,000 | 24,329,000 | 17.16% | PRN |
From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.
